Created
August 4, 2016 00:26
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Use of Fourier series in simulating from an ARIMA model
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| library(forecast) | |
| fit <- auto.arima(USAccDeaths, xreg=fourier(USAccDeaths, 4)) | |
| fc <- forecast(fit, xreg=fourier(USAccDeaths, 4, 12)) | |
| plot(fc) | |
| for(i in 1:12) | |
| lines(simulate(fit, xreg=fourier(USAccDeaths, 4, 12))) |
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